X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Fmath%2Flinreg.c;h=147ff272cd54a4fee2e8bcb7aa83da3bea2baf05;hb=5f9212b9af772575bd3026ca9643684ce6493b3c;hp=8bf1ad62f70a345702b75fff14f6f992f711471c;hpb=f50fcf3adae1695a0ae3ca148c3bba68071c1bd3;p=pspp diff --git a/src/math/linreg.c b/src/math/linreg.c index 8bf1ad62f7..147ff272cd 100644 --- a/src/math/linreg.c +++ b/src/math/linreg.c @@ -1,5 +1,5 @@ /* PSPP - a program for statistical analysis. - Copyright (C) 2005 Free Software Foundation, Inc. + Copyright (C) 2005, 2010, 2011 Free Software Foundation, Inc. This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by @@ -15,17 +15,21 @@ along with this program. If not, see . */ #include + +#include "math/linreg.h" + #include #include #include #include #include #include -#include -#include -#include -#include -#include + +#include "data/value.h" +#include "data/variable.h" +#include "linreg/sweep.h" + +#include "gl/xalloc.h" /* Find the least-squares estimate of b for the linear model: @@ -74,6 +78,7 @@ linreg_alloc (const struct variable *depvar, const struct variable **indep_vars, c = xmalloc (sizeof (*c)); c->depvar = depvar; c->indep_vars = xnmalloc (p, sizeof (*indep_vars)); + c->dependent_column = p; for (i = 0; i < p; i++) { c->indep_vars[i] = indep_vars[i]; @@ -81,9 +86,6 @@ linreg_alloc (const struct variable *depvar, const struct variable **indep_vars, c->indep_means = gsl_vector_alloc (p); c->indep_std = gsl_vector_alloc (p); - c->ss_indeps = gsl_vector_alloc (p); /* Sums of squares for the - model parameters. - */ c->n_obs = n; c->n_indeps = p; c->n_coeffs = p; @@ -94,22 +96,27 @@ linreg_alloc (const struct variable *depvar, const struct variable **indep_vars, c->dfe = c->dft - c->dfm; c->intercept = 0.0; c->depvar_mean = 0.0; - c->depvar_std = 0.0; /* Default settings. */ c->method = LINREG_SWEEP; - c->pred = NULL; - c->resid = NULL; + + c->refcnt = 1; return c; } -bool -linreg_free (void *m) + +void +linreg_ref (linreg *c) +{ + c->refcnt++; +} + +void +linreg_unref (linreg *c) { - linreg *c = m; - if (c != NULL) + if (--c->refcnt == 0) { gsl_vector_free (c->indep_means); gsl_vector_free (c->indep_std); @@ -118,7 +125,6 @@ linreg_free (void *m) free (c->coeff); free (c); } - return true; } static void @@ -238,22 +244,10 @@ linreg_residual (const linreg *c, double obs, const double *vals, size_t n_vals) return (obs - linreg_predict (c, vals, n_vals)); } -double linreg_get_indep_variable_sd (linreg *c, size_t j) -{ - assert (c != NULL); - return gsl_vector_get (c->indep_std, j); -} - -void linreg_set_indep_variable_sd (linreg *c, size_t j, double s) -{ - assert (c != NULL); - gsl_vector_set (c->indep_std, j, s); -} - /* Mean of the independent variable. */ -double linreg_get_indep_variable_mean (linreg *c, size_t j) +double linreg_get_indep_variable_mean (const linreg *c, size_t j) { assert (c != NULL); return gsl_vector_get (c->indep_means, j); @@ -268,6 +262,8 @@ void linreg_set_indep_variable_mean (linreg *c, size_t j, double m) static void linreg_fit_qr (const gsl_matrix *cov, linreg *l) { + double intcpt_coef = 0.0; + double intercept_variance = 0.0; gsl_matrix *xtx; gsl_matrix *q; gsl_matrix *r; @@ -312,7 +308,6 @@ linreg_fit_qr (const gsl_matrix *cov, linreg *l) gsl_blas_dtrsm (CblasLeft, CblasLower, CblasNoTrans, CblasNonUnit, linreg_mse (l), r, q); /* Copy the lower triangle into the upper triangle. */ - double intercept_variance = 0.0; for (i = 0; i < q->size1; i++) { gsl_matrix_set (l->cov, i + 1, i + 1, gsl_matrix_get (q, i, i)); @@ -336,7 +331,6 @@ linreg_fit_qr (const gsl_matrix *cov, linreg *l) /* Covariances related to the intercept. */ intercept_variance += linreg_mse (l) / linreg_n_obs (l); gsl_matrix_set (l->cov, 0, 0, intercept_variance); - double intcpt_coef = 0.0; for (i = 0; i < q->size1; i++) { for (j = 0; j < q->size2; j++) @@ -375,7 +369,7 @@ linreg_fit (const gsl_matrix *cov, linreg *l) gsl_matrix *params; params = gsl_matrix_calloc (cov->size1, cov->size2); gsl_matrix_memcpy (params, cov); - reg_sweep (params); + reg_sweep (params, l->dependent_column); post_sweep_computations (l, params); gsl_matrix_free (params); } @@ -396,7 +390,7 @@ double linreg_intercept (const linreg *c) return c->intercept; } -gsl_matrix * +const gsl_matrix * linreg_cov (const linreg *c) { return c->cov; @@ -456,7 +450,7 @@ linreg_set_depvar_mean (linreg *c, double x) } double -linreg_get_depvar_mean (linreg *c) +linreg_get_depvar_mean (const linreg *c) { return c->depvar_mean; }